The aim of this research is to use Taguchi's loss function to assess the loss associated with a solution provided by a particular Multi-Criteria Decision Making (MCDM) method. Although the idea proposed in this paper, derived from Taguchi's philosophy and his idea of social loss, can be...

This paper proposes and investigates the use of several factors for portfolio selection of international mutual funds. Three of the selected factors are specific to mutual funds, additional three factors are taken from Macroeconomics and one factor represents regional and country preferences....

Most real-life problems involve making decisions to optimally achieve a number of criteria while satisfying some hard or soft constraints. In this book several methods for solving such problems are presented by the leading experts in the area. The book also contains a number of very interesting...

"Practical Goal Programming" is intended to allow academics and practitioners to be able to build effective goal programming models, to detail the current state of the art, and to lay the foundation for its future development and continued application to new and varied fields. Suitable as both a...

History and Philosophy of Goal Programming -- Goal Programming Variants -- Formulating Goal Programmes -- Advanced Topics in Goal Programming Formulation -- Solving and Analysing Goal Programming Models -- Detection and Restoration of Pareto Inefficiency -- Trend of Integration and Combination...

Multi-Objective Stochastic Programming Approaches for Supply Chain Management -- A Review of Goal Programming for Portfolio Selection -- A Hypervolume-Based Optimizer for High-Dimensional Objective Spaces -- Minimizing Vector Risk Measures -- Multicriteria Programming Approach to Development...